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in Computational Science & Engineering
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Nonasymptotic Mean-Field Games
Publications
Nonasymptotic Mean-Field Games
Bibliography:
Bibliography
H. Tembine, Nonasymptotic mean-field games, IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics, accepted and to appear 2014.
Authors:
H. Tembine
Keywords:
Nonasymptotic Mean-Field Games, mean-field approximation in finite regime
Year:
2014
Abstract:
Mean-field games have been studied under the assumption of very large number of players. For such large systems, the basic idea consists to approximate large games by a stylized game model with a continuum of players. The approach has been shown to be useful in some applications. However, the stylized game model with continuum of decision-makers is rarely observed in practice and the approximation proposed in the asymptotic regime is meaningless for networks with few entities.
In this paper we propose a mean-field framework that is suitable not only for large systems but also for a small world with few number of entities. The applicability of the proposed framework is illustrated through various examples including dynamic auction with asymmetric valuation distributions, and spiteful bidders.
ISSN:
IEEE SMC
2014 Publications
No
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